Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256493.2347 | 144430.6155 | 112062.6192 | 128794.7723 | -17844.6622 | 146639.4345 |
Total P&L (%) | 256.4932 | 144.4306 | 112.0626 | 128.7948 | -17.8447 | 146.6394 |
Avg Daily Profit (%) | 0.2462 | 0.1387 | 0.1076 | 0.0795 | -0.0189 | 0.0867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90390 | -58467 | -80738 | -297935 | -212301 | -126278 |
Profit Factor | 1.3605 | 1.4091 | 1.3126 | 1.1228 | 0.9696 | 1.3176 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 77.9851 | 78.3582 | 77.6119 | 77.9851 | 78.3582 | 77.6119 |
Ratio Avg Win / Avg Loss | 0.3841 | 0.3892 | 0.3786 | 0.317 | 0.2678 | 0.3801 |
Largest Winning Trade | 34316 | 34316 | 22967 | 34851 | 30578 | 34851 |
Largest Losing Trade | -58332 | -49825 | -58332 | -206155 | -206155 | -101431 |
Avg Bars in Trades | 92 | 94 | 89 | 92 | 94 | 89 |
Avg Bars in Winners | 53 | 55 | 52 | 53 | 55 | 52 |
Avg Bars in Losers | 228 | 235 | 221 | 228 | 235 | 221 |
Bars Traded | 24712 | 12663 | 12049 | 24712 | 12663 | 12049 |
Profit Streak | 15.988 | 54.7797 | 15.988 | 15.988 | 54.7797 | 15.988 |
Trades During Streak | 8 | 12 | 4 | 8 | 12 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486342 | -3387 | -45675 | -167208 | -575314 | -73481 |
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{ "first_band": { "type": "dema", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 208, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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